-60.9%
QBTS vs UAL
+21.4%
-82.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.8% | +0.6% | +2.7% |
| 7D | +13.7% | +10.2% | +3.5% | +6.8% |
| 30D | -21.3% | +12.0% | -33.3% | -26.9% |
| 3M | -44.7% | -7.1% | -37.7% | -42.1% |
| 6M | -49.2% | +20.9% | -70.1% | -54.9% |
| YTD | -56.1% | +7.7% | -63.8% | -59.3% |
| All | -60.9% | +21.4% | -82.3% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UAL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling